V-Lab: Qantas Airways Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Qantas Airways Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.22% (-0.25%)

Analysis last updated: Saturday, April 20, 2024 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6531	6.46
$α$	0.1002	6.98
$β$	0.8418	45.38
$γ_{1}$	0.0556	1.04
$γ_{2}$	-0.2011	-2.31
$γ_{3}$	0.2808	4.26
$γ_{4}$	-0.1853	-3.15
$γ_{5}$	0.0596	1.01
$γ_{6}$	-0.0505	-0.91
$γ_{7}$	0.0999	1.92
$γ_{8}$	-0.1454	-1.82

Estimation Period:
Jul 31, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts